-9.1%
AWK vs TPG
+74.1%
-83.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.6% |
| 7D | -2.1% | -9.4% | +7.3% | -1.6% |
| 30D | +2.1% | -5.3% | +7.3% | +2.3% |
| 3M | +11.4% | +12.9% | -1.5% | +10.6% |
| 6M | +3.9% | +20.1% | -16.2% | +2.6% |
| YTD | +7.7% | -22.5% | +30.2% | +9.7% |
| 1Y | +1.3% | -19.7% | +21.0% | +2.7% |
| 3Y | +7.2% | +81.2% | -74.0% | -8.6% |
| All | -9.1% | +74.1% | -83.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling